Senior Quants Python Developer

* You will be a strong developer joining a bank's Risk technology team. You will be working within an Agile team,writing requirements and sp...

• You will be a strong developer joining a bank's Risk technology team. You will be working within an Agile team,writing requirements and specifications, developing strategic risk management and trading tools and maintaining existing code for the FX Tech businesses.
• Primary task would be to help in enhancing an interest rate curve builder used by front office traders for curve marking. This is a python intensive tool and will require knowledge in curve construction, bootstrapping, knowledge of market data, yield curves.
• This role will involve in building the code from scratch, working with front office to understand requirements, strong product and risk knowledge, overall being an architect
• As the successful applicant you will be responsible for supporting modern agile software development methods; including educating & mentoring less experienced OOP team members.
• Overall the work will be flexible based on client requirements.

Master in software engineering , additional qualification in Finance is desirable, FRM, CFA again desirable

• Deep understanding of Pricing basics, Structured Rates and FX Derivatives Products , Interest Rate Curve construction, time-series analysis
• Experience working with Large scale quantitative library(Risk, Pricing, P&L Explain) is essential
• Excellent hands-on development experience on Python with additional understanding on any other OO tec0hnology
• Experience on participating in end-to-end development lifecycle in a rigorous test driven software development environment
• Experience of Agile software development process is desirable
• Experience on developing and delivering scalable applications
• Excellent communication skills

Very desirable

• Follows clean code principles
• Experience of Agile methods